+303.7%
CCJ vs INCY
+69.5%
+234.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.6% |
| 7D | -3.2% | -3.7% | +0.5% | -2.6% |
| 30D | -1.3% | +1.8% | -3.2% | -1.6% |
| 3M | +2.5% | +17.0% | -14.5% | -0.4% |
| 6M | -18.9% | +28.4% | -47.3% | -22.7% |
| YTD | +6.5% | +24.8% | -18.3% | +1.9% |
| 1Y | +22.8% | +42.9% | -20.1% | +14.1% |
| 3Y | +164.5% | +92.7% | +71.8% | +124.0% |
| 5Y | +303.7% | +73.3% | +230.4% | +250.1% |
| All | +303.7% | +69.5% | +234.2% | +250.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling